+232.6%
MDT vs VO
+825.5%
-592.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | 0.0% |
| 7D | -3.7% | +2.9% | -6.6% | -5.5% |
| 30D | +8.6% | +1.0% | +7.6% | +7.8% |
| 3M | +12.2% | -1.7% | +13.9% | +13.3% |
| 6M | +33.7% | +6.7% | +27.0% | +28.0% |
| YTD | +7.8% | +14.0% | -6.2% | -1.3% |
| 1Y | +8.9% | +13.7% | -4.8% | -0.2% |
| 3Y | +57.6% | +65.8% | -8.2% | +12.0% |
| 5Y | -0.7% | +36.6% | -37.3% | -20.9% |
| 10Y | +60.3% | +198.9% | -138.7% | -22.7% |
| All | +232.6% | +825.5% | -592.9% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling